Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-31 0.489961 0.548413 0.614629 0.695972 0.794298 0.910763 1.061397
2025-09-07 0.416404 0.487734 0.574421 0.689807 0.843060 1.045420 1.343681
2025-09-14 0.365076 0.441314 0.538702 0.676271 0.872899 1.156932 1.627295
2025-09-21 0.330649 0.409831 0.515131 0.671439 0.909556 1.282955 1.976064
2025-09-28 0.300990 0.380280 0.489061 0.657040 0.926731 1.380636 2.316383
2025-10-05 0.292212 0.377626 0.499255 0.696400 1.034759 1.660540 3.160579
2025-10-12 0.291038 0.385072 0.524352 0.762358 1.203021 2.116177 4.794037
2025-10-19 0.272400 0.364920 0.504870 0.751034 1.226794 2.281900 5.814924
2025-10-26 0.258827 0.351065 0.493571 0.751763 1.273780 2.520663 7.409784
2025-11-02 0.242080 0.330986 0.470246 0.727523 1.263723 2.612569 8.572438
2025-11-09 0.223506 0.306861 0.438362 0.683806 1.203674 2.548849 8.915160
2025-11-16 0.211616 0.292516 0.421653 0.666812 1.200341 2.649287 10.416541
2025-11-23 0.208997 0.293346 0.431623 0.704610 1.338053 3.277829 18.104872
2025-11-30 0.199665 0.282677 0.420842 0.699869 1.372597 3.594963 25.812056
2025-12-07 0.189946 0.270740 0.406832 0.686687 1.382754 3.834624 35.774758
2025-12-14 0.182323 0.261800 0.397440 0.682019 1.415207 4.200435 56.895927
2025-12-21 0.174004 0.251196 0.384199 0.667401 1.416543 4.434708 86.019701
2025-12-28 0.173438 0.253663 0.395167 0.707749 1.592279 5.773747 572.033314
2026-01-04 0.175714 0.261141 0.416269 0.775365 1.886978 8.557429 NaN
2026-01-11 0.169015 0.252389 0.405117 0.763767 1.906023 9.352669 NaN
2026-01-18 0.164078 0.246513 0.399221 0.764519 1.972309 10.809261 NaN
2026-01-25 0.156924 0.236303 0.383966 0.739676 1.932761 11.076239 NaN
2026-02-01 0.148203 0.222938 0.361698 0.694891 1.805132 10.133627 NaN